Title: Functional snippets
Authors: Jane-Ling Wang - University of California Davis (United States) [presenting]
Abstract: The focus is on the estimation of the mean and the covariance functions of functional snippets, which are short segments of functions possibly observed irregularly on an individual specific subinterval that is much shorter than the entire study interval. Estimation of the covariance function for functional snippets is challenging, since information for the far off-diagonal regions of the covariance structure is completely missing. We address this difficulty by decomposing the covariance function into a variance function component and a correlation function component. The variance function can be effectively estimated nonparametrically, while the correlation part is modeled parametrically, possibly with increasing number of parameters, to handle the missing information in the far off-diagonal regions. Both theoretical analysis and numerical simulations suggest that this hybrid strategy is effective and efficient. In addition, we propose a new estimator for the variance of measurement errors and analyze its asymptotic properties. This estimator is required for the estimation of the variance function from noisy measurements.